CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3272 |
-0.0028 |
-0.2% |
1.3215 |
| High |
1.3316 |
1.3292 |
-0.0024 |
-0.2% |
1.3245 |
| Low |
1.3285 |
1.3254 |
-0.0031 |
-0.2% |
1.3157 |
| Close |
1.3302 |
1.3289 |
-0.0013 |
-0.1% |
1.3225 |
| Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0088 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
| Volume |
750 |
2,170 |
1,420 |
189.3% |
3,873 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3392 |
1.3379 |
1.3310 |
|
| R3 |
1.3354 |
1.3341 |
1.3299 |
|
| R2 |
1.3316 |
1.3316 |
1.3296 |
|
| R1 |
1.3303 |
1.3303 |
1.3292 |
1.3310 |
| PP |
1.3278 |
1.3278 |
1.3278 |
1.3282 |
| S1 |
1.3265 |
1.3265 |
1.3286 |
1.3272 |
| S2 |
1.3240 |
1.3240 |
1.3282 |
|
| S3 |
1.3202 |
1.3227 |
1.3279 |
|
| S4 |
1.3164 |
1.3189 |
1.3268 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3437 |
1.3273 |
|
| R3 |
1.3385 |
1.3349 |
1.3249 |
|
| R2 |
1.3297 |
1.3297 |
1.3241 |
|
| R1 |
1.3261 |
1.3261 |
1.3233 |
1.3279 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3218 |
| S1 |
1.3173 |
1.3173 |
1.3217 |
1.3191 |
| S2 |
1.3121 |
1.3121 |
1.3209 |
|
| S3 |
1.3033 |
1.3085 |
1.3201 |
|
| S4 |
1.2945 |
1.2997 |
1.3177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3316 |
1.3157 |
0.0159 |
1.2% |
0.0031 |
0.2% |
83% |
False |
False |
1,045 |
| 10 |
1.3316 |
1.3157 |
0.0159 |
1.2% |
0.0028 |
0.2% |
83% |
False |
False |
1,083 |
| 20 |
1.3316 |
1.3000 |
0.0316 |
2.4% |
0.0029 |
0.2% |
91% |
False |
False |
730 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0024 |
0.2% |
78% |
False |
False |
522 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0027 |
0.2% |
65% |
False |
False |
418 |
| 80 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0021 |
0.2% |
73% |
False |
False |
316 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0018 |
0.1% |
79% |
False |
False |
253 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0015 |
0.1% |
79% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3454 |
|
2.618 |
1.3391 |
|
1.618 |
1.3353 |
|
1.000 |
1.3330 |
|
0.618 |
1.3315 |
|
HIGH |
1.3292 |
|
0.618 |
1.3277 |
|
0.500 |
1.3273 |
|
0.382 |
1.3269 |
|
LOW |
1.3254 |
|
0.618 |
1.3231 |
|
1.000 |
1.3216 |
|
1.618 |
1.3193 |
|
2.618 |
1.3155 |
|
4.250 |
1.3093 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3284 |
1.3282 |
| PP |
1.3278 |
1.3275 |
| S1 |
1.3273 |
1.3268 |
|